haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
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| Tekijä: | Estep, T. |
| Otsikko: | Security analysis and stock selection : Turning financial information into return forecasts. |
| Lehti: | Financial Analysts' Journal
1987 : JUL/AUG, VOL. 43:4, p. 34-43 |
| Asiasana: | STOCK MARKETS FINANCIAL MODELS PORTFOLIO INVESTMENT RETURN ON INVESTMENT PROFIT FORECASTING |
| Kieli: | eng |
| Tiivistelmä: | A review of the forecasting of the return on equity used as inputs to the T-Model, with stocks ranked by the expected return, where the top 50 were chosen and assumed to have been bought, equally weighted and held unchanged for a year, when the process was repeated. The analysis covers the capitalization weight performance, how small companies outperformed large ones, equally weighted portfolios generally outperformed capitalization-weighted portfolios or indexes, the computation of the selected stocks on an equally weighted basis and the return increment. |
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